Search found 141 matches

by marriot
Tue Mar 30, 2010 3:18 am
Forum: Testing and Simulation
Topic: more money, worst mar
Replies: 5
Views: 4076

Ok, this test runs as up to 100 millions start trading equity, at a certain point trades does not chenge, but mar keep on going down.
by marriot
Mon Mar 29, 2010 1:15 pm
Forum: Testing and Simulation
Topic: more money, worst mar
Replies: 5
Views: 4076

more money, worst mar

Running tests with growing "starting equity", mar keep going down.
I cannot undestand the reason.
Ps not only with over optimized suites.
by marriot
Mon Mar 29, 2010 11:17 am
Forum: Data Providers and other non testing software
Topic: Rougth Rice Roll
Replies: 5
Views: 4352

With this setting RR (flor trading only) roll as we need, but it has an average volume of 69 contracts. RR2(floor + electronic) goes straigth to march 2011. Open interest is correct, with 176 contracts for mar 2011 and 10.000 on may 2010, so this rollover is a mystery. Anyway, with your example i ha...
by marriot
Mon Mar 29, 2010 9:55 am
Forum: Data Providers and other non testing software
Topic: Rougth Rice Roll
Replies: 5
Views: 4352

Rougth Rice Roll

I have tried differents roll settings, with out luck.
RR roll to 2011.
by marriot
Sun Mar 28, 2010 4:40 am
Forum: Testing and Simulation
Topic: Systems weights
Replies: 4
Views: 3602

Systems weights

I am very puzzled on risk percentages to assign to a group of systems. Tests show that every system has its own best risk %. Giving differents weights, testing results looks better. On the other hand, like everyting in testing, systems do not perform always at their best, knowing nothing about the f...
by marriot
Wed Mar 24, 2010 4:47 pm
Forum: Data Providers and other non testing software
Topic: CSI Data Problem today?
Replies: 13
Views: 7615

Hi Anthony,
where are you living?
I was screemnig at 5:00 o'clock this morning(europe time), and you was not
here : )
by marriot
Wed Mar 24, 2010 5:40 am
Forum: Data Providers and other non testing software
Topic: CSI Data Problem today?
Replies: 13
Views: 7615

No windows update for me.
I have asked info at csi support and csi billing
they start working at our 3 o'clock.
If nothing happen in the first afternoon maybe is better to call them.
by marriot
Wed Mar 24, 2010 5:21 am
Forum: Data Providers and other non testing software
Topic: CSI Data Problem today?
Replies: 13
Views: 7615

After skipping all servers i get " Error CmpDaily, message. Invalid Request, Please try again".
Strange is that it seem we are the only two in europe to have this problem.
by marriot
Wed Mar 24, 2010 4:12 am
Forum: Data Providers and other non testing software
Topic: CSI Data Problem today?
Replies: 13
Views: 7615

me too.
by marriot
Tue Mar 23, 2010 3:14 pm
Forum: Data Providers and other non testing software
Topic: FCH Cac 40
Replies: 5
Views: 4818

i love you All.

I must have a phantom here, i have not touch fch settings!
Thank you
by marriot
Tue Mar 23, 2010 2:25 pm
Forum: Data Providers and other non testing software
Topic: FCH Cac 40
Replies: 5
Views: 4818

Csi version: 2.10.7.102
it seem i have to change my question at csidata support.
by marriot
Tue Mar 23, 2010 1:07 pm
Forum: Data Providers and other non testing software
Topic: FCH Cac 40
Replies: 5
Views: 4818

FCH Cac 40

Cac 40 for Csi trade only mar, jun,sep and dic.
All other deliveries are gone.
by marriot
Tue Feb 02, 2010 6:42 am
Forum: Data Providers and other non testing software
Topic: rollover on 2 laptops
Replies: 3
Views: 3381

Thank you Roger
thank you Red Rock.
Copy Portfile admin solved the problem.
by marriot
Mon Feb 01, 2010 1:18 pm
Forum: Data Providers and other non testing software
Topic: rollover on 2 laptops
Replies: 3
Views: 3381

rollover on 2 laptops

I am trying to have a backup on a second laptop.
One is with vista, the other with xp.
Same csidata builds.
Same setting cheked 4 times.
Mamma mia, rollovers comes in differents days.
Have you ever had this kind of problems before?
thank you
m.
by marriot
Fri Jan 22, 2010 1:53 pm
Forum: Testing and Simulation
Topic: Is Monte Carlo Analysis Useful?
Replies: 6
Views: 7444

MonteCarlo

Still trying to understand montecarlo analysys, i came up with these differents montecarlo lines.
One is on the center, the other is almost on the lowest.
Does it mean something?
thank you
by marriot
Thu Dec 24, 2009 2:17 am
Forum: Data Providers and other non testing software
Topic: CSI SYMBOL USC ( USD/EUR)
Replies: 7
Views: 5600

EU9, yes, but that start on 1999,
so all test against euro futures will start from there.
Anyway, my "point" was:
Is it so difficult for csidata to advise clients by emails ?
have a nice day
by marriot
Tue Dec 22, 2009 2:35 am
Forum: Data Providers and other non testing software
Topic: CSI SYMBOL USC ( USD/EUR)
Replies: 7
Views: 5600

Thank you Jez,
this is great.
by marriot
Sat Dec 19, 2009 12:15 am
Forum: Data Providers and other non testing software
Topic: CSI SYMBOL USC ( USD/EUR)
Replies: 7
Views: 5600

CSI SYMBOL USC ( USD/EUR)

Few days ago, Csidata has deleted lots of years from USC data. New data is now starting from 2007. As usual, i havent get any advise from them before or after this change. I have always used this symbol for convert risk of european futures in Usd. So i feel a little bit frustrated, once again, about...
by marriot
Thu Oct 29, 2009 3:34 am
Forum: Futures Markets
Topic: Fund recommendations
Replies: 2
Views: 3272

Hi Adamant, Ahl diversified plc in us dollar, has a long history. I can email you, or i can post here, the weekly close from the starting point in the feb. 1996. On 2008 they started with euro and other currencies, trought a guernsey based office. It will be the same ? Who knows? You can find all th...
by marriot
Wed Sep 30, 2009 12:34 am
Forum: Data Providers and other non testing software
Topic: ND
Replies: 1
Views: 2600

ND

This morning csi data has changed of ND format in /10, which is now 171.50
The old ND symbol is now ND3.
Pffff